Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,218.5 |
1,250.7 |
32.2 |
2.6% |
1,220.9 |
High |
1,252.9 |
1,256.8 |
3.9 |
0.3% |
1,252.9 |
Low |
1,214.9 |
1,248.0 |
33.1 |
2.7% |
1,207.0 |
Close |
1,248.5 |
1,253.1 |
4.6 |
0.4% |
1,248.5 |
Range |
38.0 |
8.8 |
-29.2 |
-76.8% |
45.9 |
ATR |
18.6 |
17.9 |
-0.7 |
-3.8% |
0.0 |
Volume |
6,916 |
5,209 |
-1,707 |
-24.7% |
19,597 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.0 |
1,274.9 |
1,257.9 |
|
R3 |
1,270.2 |
1,266.1 |
1,255.5 |
|
R2 |
1,261.4 |
1,261.4 |
1,254.7 |
|
R1 |
1,257.3 |
1,257.3 |
1,253.9 |
1,259.4 |
PP |
1,252.6 |
1,252.6 |
1,252.6 |
1,253.7 |
S1 |
1,248.5 |
1,248.5 |
1,252.3 |
1,250.6 |
S2 |
1,243.8 |
1,243.8 |
1,251.5 |
|
S3 |
1,235.0 |
1,239.7 |
1,250.7 |
|
S4 |
1,226.2 |
1,230.9 |
1,248.3 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.8 |
1,357.1 |
1,273.7 |
|
R3 |
1,327.9 |
1,311.2 |
1,261.1 |
|
R2 |
1,282.0 |
1,282.0 |
1,256.9 |
|
R1 |
1,265.3 |
1,265.3 |
1,252.7 |
1,273.7 |
PP |
1,236.1 |
1,236.1 |
1,236.1 |
1,240.3 |
S1 |
1,219.4 |
1,219.4 |
1,244.3 |
1,227.8 |
S2 |
1,190.2 |
1,190.2 |
1,240.1 |
|
S3 |
1,144.3 |
1,173.5 |
1,235.9 |
|
S4 |
1,098.4 |
1,127.6 |
1,223.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.8 |
1,207.0 |
49.8 |
4.0% |
17.5 |
1.4% |
93% |
True |
False |
4,961 |
10 |
1,263.9 |
1,207.0 |
56.9 |
4.5% |
16.5 |
1.3% |
81% |
False |
False |
5,613 |
20 |
1,297.0 |
1,207.0 |
90.0 |
7.2% |
16.6 |
1.3% |
51% |
False |
False |
6,181 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.3% |
17.2 |
1.4% |
44% |
False |
False |
4,470 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.3% |
18.0 |
1.4% |
44% |
False |
False |
3,715 |
80 |
1,311.5 |
1,194.0 |
117.5 |
9.4% |
19.9 |
1.6% |
50% |
False |
False |
3,289 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.0% |
18.8 |
1.5% |
75% |
False |
False |
2,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.2 |
2.618 |
1,279.8 |
1.618 |
1,271.0 |
1.000 |
1,265.6 |
0.618 |
1,262.2 |
HIGH |
1,256.8 |
0.618 |
1,253.4 |
0.500 |
1,252.4 |
0.382 |
1,251.4 |
LOW |
1,248.0 |
0.618 |
1,242.6 |
1.000 |
1,239.2 |
1.618 |
1,233.8 |
2.618 |
1,225.0 |
4.250 |
1,210.6 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,252.9 |
1,247.4 |
PP |
1,252.6 |
1,241.6 |
S1 |
1,252.4 |
1,235.9 |
|